NYMEX Light Sweet Crude Oil Future September 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
93.95 |
94.40 |
0.45 |
0.5% |
97.50 |
| High |
94.81 |
95.23 |
0.42 |
0.4% |
97.66 |
| Low |
93.41 |
93.99 |
0.58 |
0.6% |
92.47 |
| Close |
94.64 |
95.14 |
0.50 |
0.5% |
93.17 |
| Range |
1.40 |
1.24 |
-0.16 |
-11.4% |
5.19 |
| ATR |
1.44 |
1.43 |
-0.01 |
-1.0% |
0.00 |
| Volume |
18,842 |
23,421 |
4,579 |
24.3% |
132,082 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
98.51 |
98.06 |
95.82 |
|
| R3 |
97.27 |
96.82 |
95.48 |
|
| R2 |
96.03 |
96.03 |
95.37 |
|
| R1 |
95.58 |
95.58 |
95.25 |
95.81 |
| PP |
94.79 |
94.79 |
94.79 |
94.90 |
| S1 |
94.34 |
94.34 |
95.03 |
94.57 |
| S2 |
93.55 |
93.55 |
94.91 |
|
| S3 |
92.31 |
93.10 |
94.80 |
|
| S4 |
91.07 |
91.86 |
94.46 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110.00 |
106.78 |
96.02 |
|
| R3 |
104.81 |
101.59 |
94.60 |
|
| R2 |
99.62 |
99.62 |
94.12 |
|
| R1 |
96.40 |
96.40 |
93.65 |
95.42 |
| PP |
94.43 |
94.43 |
94.43 |
93.94 |
| S1 |
91.21 |
91.21 |
92.69 |
90.23 |
| S2 |
89.24 |
89.24 |
92.22 |
|
| S3 |
84.05 |
86.02 |
91.74 |
|
| S4 |
78.86 |
80.83 |
90.32 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
95.24 |
92.47 |
2.77 |
2.9% |
1.54 |
1.6% |
96% |
False |
False |
28,947 |
| 10 |
97.66 |
92.47 |
5.19 |
5.5% |
1.48 |
1.6% |
51% |
False |
False |
25,046 |
| 20 |
97.66 |
92.32 |
5.34 |
5.6% |
1.41 |
1.5% |
53% |
False |
False |
21,614 |
| 40 |
99.69 |
90.90 |
8.79 |
9.2% |
1.34 |
1.4% |
48% |
False |
False |
17,984 |
| 60 |
99.69 |
90.90 |
8.79 |
9.2% |
1.24 |
1.3% |
48% |
False |
False |
17,651 |
| 80 |
99.69 |
88.74 |
10.95 |
11.5% |
1.16 |
1.2% |
58% |
False |
False |
14,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
100.50 |
|
2.618 |
98.48 |
|
1.618 |
97.24 |
|
1.000 |
96.47 |
|
0.618 |
96.00 |
|
HIGH |
95.23 |
|
0.618 |
94.76 |
|
0.500 |
94.61 |
|
0.382 |
94.46 |
|
LOW |
93.99 |
|
0.618 |
93.22 |
|
1.000 |
92.75 |
|
1.618 |
91.98 |
|
2.618 |
90.74 |
|
4.250 |
88.72 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
94.96 |
94.78 |
| PP |
94.79 |
94.42 |
| S1 |
94.61 |
94.07 |
|